Quasi-linear PDEs and forward–backward stochastic differential equations: Weak solutions

In this paper, we study the existence, uniqueness and the probabilistic representation of the weak solutions of quasi-linear parabolic and elliptic partial differential equations (PDEs) in the Sobolev space $H_{\rho }^1({\mathbb{R}}^d)$. For this, we study first the solutions of forward–backward stochastic differential equations (FBSDEs) with smooth coefficients, regularity of solutions and their connection with classical solutions of quasi-linear parabolic PDEs. Then using the approximation procedure, we establish their convergence in the Sobolev space to the solutions of the FBSDES in the space $L_{\rho }^2({\mathbb{R}}^d;{\mathbb{R}}^d)?L_{\rho }^2({\mathbb{R}}^d;{\mathbb{R}}^k)?L_{\rho }^2({\mathbb{R}}^d;{\mathbb{R}}^{k\times d})$. This gives a connection with the weak solutions of quasi-linear parabolic PDEs. Finally, we study the unique weak solutions of quasi-linear elliptic PDEs using the solutions of the FBSDEs on infinite horizon.     

Real double flag varieties for the symplectic group

In this paper we study a key example of a Hermitian symmetric space and a natural associated double flag variety, namely for the real symplectic group G and the symmetric subgroup L, the Levi part of the Siegel parabolic $P_S$. We give a detailed treatment of the case of the maximal parabolic subgroups Q of L corresponding to Grassmannians and the product variety of $G/P_S$ and $L/Q$; in particular we classify the L-orbits here, and find natural explicit integral transforms between degenerate principal series of L and G.     

An optimal rigidity theorem for complete submanifolds in a sphere

It is proved that if M^n is an n-dimensional complete submanifold with parallel mean curvature vector and flat normal bundle in S^n＋p（1）, and if supM S 〈 α（n, H）, where α（n,H）=n＋n^3/2（n-1）H^2-n（n-2）/n（n-1）√n^2H^4＋4（n-1）H^2,then M^n must be the totally urnbilical sphere S^n（1/√1＋H^2）.An example to show that the pinching constant α（n, H） appears optimal is given.     

Approximation of Gaussian Random Fields: General Results and Optimal Wavelet Representation of the Lévy Fractional Motion

We investigate the approximation rate for certain centered Gaussian fields by a general approach. Upper estimates are proved in the context of so–called Hölder operators and lower estimates follow from the eigenvalue behavior of some related self–adjoint integral operator in a suitable L ₂(μ)–space. In particular, we determine the approximation rate for the Lévy fractional Brownian motion X _H with Hurst parameter H∈(0,1), indexed by a self–similar set T?? ^N of Hausdorff dimension D. This rate turns out to be of order n ^?H/D (log?n)^1/2. In the case T=[0,1] ^N we present a concrete wavelet representation of X _H leading to an approximation of X _H with the optimal rate n ^?H/N (log?n)^1/2.     

多个相异性矩阵的数据分析

本文给出了分析多个相异性矩阵的三种方法.首先找到了一种图表示,使我们对所有相异性矩阵有一个总体的了解;其次定义了一个新的相异性矩阵,它可以看作是对所有原始相异性矩阵的一个折衷处理;最后提出了一种MIMU方法.在文中我们还对由上述方法得到的坐标图进行了比较.     

Simple Explanation of the No-Free-Lunch Theorem and Its Implications

The no-free-lunch theorem of optimization (NFLT) is an impossibility theorem telling us that a general-purpose, universal optimization strategy is impossible. The only way one strategy can outperform another is if it is specialized to the structure of the specific problem under consideration. Since optimization is a central human activity, an appreciation of the NFLT and its consequences is essential. In this paper, we present a framework for conceptualizing optimization that leads to a simple but rigorous explanation of the NFLT and its implications.     

Prescribed Mean Curvature Hypersurfaces in Hn+1(-1) with Convex Planar Boundary, I

We study immersed prescribed mean curvature compact hypersurfaces with boundary in Hⁿ⁺¹(-1). When the boundary is a convex planar smooth manifold with all principal curvatures greater than 1, we solve a nonparametric Dirichlet problem and use this, together with a general flux formula, to prove a parametric uniqueness result, in the class of all immersed compact hypersurfaces with the same boundary. We specialize this result to a constant mean curvature, obtaining a characterization of totally umbilic hypersurface caps.